Este párrafo, que aparece en Applied Statistics es muy bueno:
The central limit theorem is an example of an attractor–a mathematical model that appears as a limit as sample size gets large. The key feature of an attractor is that it destroys information. Think of it as being like a funnel: all sorts of things can come in, but a single thing–the bell-shaped curve–comes out. (Or, for other models, such as that used to describe the distribution of incomes, the attractor might be a power-law distribution.) The beauty of an attractor is that, if you believe the model, it can be used to explain an observed pattern without needing to know the details of its components. Thus, for example, we can see that the heights of men or of women have bell-shaped distributions, without knowing the details of the many small genetic and environmental influences on height.